Abstract

Consider an estimation problem in a non-regular family of distributions under the LINEX loss function. Reviewing the admissibility of estimators under a vague prior information leads to the concept of gamma-admissibility. The purpose of this article is to give a sufficient conditions for a generalized Bayes estimator of a parametric function to be gamma-admissible. Some examples are given.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.